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A Tutorial Review of the Solar Power Curve: Regressions, Model Chains, and Their Hybridization and Probabilistic Extensions
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作者 Dazhi YANG Xiang’ao XIA Martin János MAYER 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2024年第6期1023-1067,共45页
Owing to the persisting hype in pushing toward global carbon neutrality,the study scope of atmospheric science is rapidly expanding.Among numerous trending topics,energy meteorology has been attracting the most attent... Owing to the persisting hype in pushing toward global carbon neutrality,the study scope of atmospheric science is rapidly expanding.Among numerous trending topics,energy meteorology has been attracting the most attention hitherto.One essential skill of solar energy meteorologists is solar power curve modeling,which seeks to map irradiance and auxiliary weather variables to solar power,by statistical and/or physical means.In this regard,this tutorial review aims to deliver a complete overview of those fundamental scientific and engineering principles pertaining to the solar power curve.Solar power curves can be modeled in two primary ways,one of regression and the other of model chain.Both classes of modeling approaches,alongside their hybridization and probabilistic extensions,which allow accuracy improvement and uncertainty quantification,are scrutinized and contrasted thoroughly in this review. 展开更多
关键词 review energy meteorology solar power curve model chain solar power prediction
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Testing and Evaluation for Web Usability Based on Extended Markov Chain Model 被引量:2
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作者 MAOCheng-ying LUYan-sheng 《Wuhan University Journal of Natural Sciences》 EI CAS 2004年第5期687-693,共7页
As the increasing popularity and complexity of Web applications and the emergence of their new characteristics, the testing and maintenance of large, complex Web applications are becoming more complex and difficult. W... As the increasing popularity and complexity of Web applications and the emergence of their new characteristics, the testing and maintenance of large, complex Web applications are becoming more complex and difficult. Web applications generally contain lots of pages and are used by enormous users. Statistical testing is an effective way of ensuring their quality. Web usage can be accurately described by Markov chain which has been proved to be an ideal model for software statistical testing. The results of unit testing can be utilized in the latter stages, which is an important strategy for bottom-to-top integration testing, and the other improvement of extended Markov chain model (EMM) is to present the error type vector which is treated as a part of page node. this paper also proposes the algorithm for generating test cases of usage paths. Finally, optional usage reliability evaluation methods and an incremental usability regression testing model for testing and evaluation are presented. Key words statistical testing - evaluation for Web usability - extended Markov chain model (EMM) - Web log mining - reliability evaluation CLC number TP311. 5 Foundation item: Supported by the National Defence Research Project (No. 41315. 9. 2) and National Science and Technology Plan (2001BA102A04-02-03)Biography: MAO Cheng-ying (1978-), male, Ph.D. candidate, research direction: software testing. Research direction: advanced database system, software testing, component technology and data mining. 展开更多
关键词 statistical testing evaluation for Web usability extended Markov chain model (EMM) Web log mining reliability evaluation
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Analysis of Supply Chain Model of Agricultural Products and Quality Safety——A Case Study of Heilongjiang Province 被引量:3
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作者 HUO Hong SHEN Xin HUANG Zhi-peng 《Asian Agricultural Research》 2011年第10期50-53,57,共5页
This paper analyses the supply chain models of four types of agricultural products,namely fruits and vegetables,poultry,aquatic products and dairy,and the food safety problems arising from the links of supply chain.In... This paper analyses the supply chain models of four types of agricultural products,namely fruits and vegetables,poultry,aquatic products and dairy,and the food safety problems arising from the links of supply chain.In view of different models,corresponding suggestions are put forward to ensure the quality safety of agricultural products in Heilongjiang Province. 展开更多
关键词 Agricultural products Quality safety Supply chain model China
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Compressed wormlike chain moving out of confined space: A model of DNA ejection from bacteriophage 被引量:2
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作者 Ji-Zeng Wang Long Li Hua-Jian Gao 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2012年第4期1219-1226,共8页
The molecular biomechanics of DNA ejection from bacteriophage is of interest to not only fundamental biological understandings but also practical applications such as the design of advanced site-specific and controlla... The molecular biomechanics of DNA ejection from bacteriophage is of interest to not only fundamental biological understandings but also practical applications such as the design of advanced site-specific and controllable drug delivery systems. In this paper, we analyze the viscous motion of a semiflexible polymer chain coming out of a strongly confined space as a model to investigate the effects of various structure confinements and frictional resistances encountered during the DNA ejection process. The theoretically predicted relations between the ejection speed, ejection time, ejection length, and other physical parameters, such as the phage type, total genome length and ionic state of external buffer solutions, show excellent agreement with in vitro experimental observations in the literature. 展开更多
关键词 DNA ejection Bacteriophage. Wormlike chain model Confined semi-flexible polymer. Drag coefficient
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CONSIDER SAINT-VENANT'S PRINCIPLE BY MEANS OF CHAIN MODEL
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作者 武建勋 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2000年第7期775-782,共8页
A precise background theory of computational mechanics is formed. Saint_Venant's principle is discussed in chain model by means of this precise theory. The classical continued fraction is developed into operator c... A precise background theory of computational mechanics is formed. Saint_Venant's principle is discussed in chain model by means of this precise theory. The classical continued fraction is developed into operator continued fraction to be the constrictive formulation of the chain model. The decay of effect of a self_equilibrated system of forces in chain model is decided by the convergence of operator continued fraction, so the reasonable part of Saint_Venant's principle is described as the convergence of operator continued fraction. In case of divergence the effect of a self_equilibrated system of forces may be non_zero at even infinite distant sections, so Saint_Venant's principle is not a common principle. 展开更多
关键词 Saint_Venant's principle operator continued fraction chain model dual spaces macro_elasticity theory
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Deterministic and Stochastic Fractional-Order Hastings-Powell Food Chain Model
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作者 Moustafa El-Shahed Asmaa M.Al-Dububan 《Computers, Materials & Continua》 SCIE EI 2022年第2期2277-2296,共20页
In this paper,a deterministic and stochastic fractional-order model of the tri-trophic food chain model incorporating harvesting is proposed and analysed.The interaction between prey,middle predator and top predator p... In this paper,a deterministic and stochastic fractional-order model of the tri-trophic food chain model incorporating harvesting is proposed and analysed.The interaction between prey,middle predator and top predator population is investigated.In order to clarify the characteristics of the proposed model,the analysis of existence,uniqueness,non-negativity and boundedness of the solutions of the proposed model are examined.Some sufficient conditions that ensure the local and global stability of equilibrium points are obtained.By using stability analysis of the fractional-order system,it is proved that if the basic reproduction number R_(0)<1,the predator free equilibrium point E_(1) is globally asymptotically stable.The occurrence of local bifurcation near the equilibrium points is investigated with the help of Sotomayor’s theorem.Some numerical examples are given to illustrate the theoretical findings.The impact of harvesting on prey and themiddle predator is studied.We conclude that harvesting parameters can control the dynamics of the middle predator.A numerical approximation method is developed for the proposed stochastic fractional-order model. 展开更多
关键词 Food chain model global dynamics stability STOCHASTIC Hastings-Powell model HARVESTING
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Mathematical modelling of axonal microtubule bundles under dynamic torsion
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作者 J.Y.WU Hong YUAN L.Y.LI 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI CSCD 2018年第6期829-844,共16页
Owing to its viscoelastic nature, axon exhibits a stress rate-dependent me- chanical behavior. An extended tension-shear chain model with Kelvin-Voigt viscoelas- ticity is developed to illustrate the micromechanical b... Owing to its viscoelastic nature, axon exhibits a stress rate-dependent me- chanical behavior. An extended tension-shear chain model with Kelvin-Voigt viscoelas- ticity is developed to illustrate the micromechanical behavior of the axon under dynamic torsional conditions. Theoretical closed-form expressions are derived to predict the de- formation, stress transfer, and failure mechanism between microtubule (MT) and tau protein while the axon is sheared dynamically. The results obtained from the present an- alytical solutions demonstrate how the MT-tau interface length, spacing between the tau proteins, and loading rate affect the mechanical properties of axon. Moreover, it is found that the MTs are more prone to rupture due to the contributions from the viscoelastic effects. Under the torsional force, the MTs are so long that the stress concentrates at the loaded end where axonal MTs will break. This MT-tau protein dynamics model can help to understand the underlying pathology and molecular mechanisms of axonal injury. Additionally, the emphasis of this paper is on the micromechanical behavior of axon, whereas this theoretical model can be equally applicable to other soft or hard tissues, owning the similar fibrous structure. 展开更多
关键词 TORSION BIOCOMPOSITE diffuse axonal injury (DAI) Kelvin-Voigt viscoelas-tic model dynamic response tension-shear chain model
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One-dimensional chain of quantum molecule motors as a mathematical physics model for muscle fibers
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作者 司铁岩 《Chinese Physics B》 SCIE EI CAS CSCD 2015年第12期119-137,共19页
A quantum chain model of multiple molecule motors is proposed as a mathematical physics theory for the microscopic modeling of classical force-velocity relation and tension transients in muscle fibers. The proposed mo... A quantum chain model of multiple molecule motors is proposed as a mathematical physics theory for the microscopic modeling of classical force-velocity relation and tension transients in muscle fibers. The proposed model was a quantum many-particle Hamiltonian to predict the force-velocity relation for the slow release of muscle fibers, which has not yet been empirically defined and was much more complicated than the hyperbolic relationships. Using the same Hamiltonian model, a mathematical force-velocity relationship was proposed to explain the tension observed when the muscle was stimulated with an alternative electric current. The discrepancy between input electric frequency and the muscle oscillation frequency could be explained physically by the Doppler effect in this quantum chain model. Further more, quantum physics phenomena were applied to explore the tension time course of cardiac muscle and insect flight muscle. Most of the experimental tension transient curves were found to correspond to the theoretical output of quantum two- and three-level models. Mathematical modeling electric stimulus as photons exciting a quantum three-level particle reproduced most of the tension transient curves of water bug Lethocerus maximus. 展开更多
关键词 physics model of muscles fibers cooperative molecule motors force-velocity relationship quantum chain model
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Softw are Maintainability Evaluation Based on Quantitive Model
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作者 郝学良 王毅刚 刘丽 《Journal of Donghua University(English Edition)》 EI CAS 2015年第1期154-156,共3页
Software maintainability is one of the most important factors of software quality,but it is seriously difficult to evaluate the maintainability. Without evaluation,it is impossible to control. To estimate software mai... Software maintainability is one of the most important factors of software quality,but it is seriously difficult to evaluate the maintainability. Without evaluation,it is impossible to control. To estimate software maintainability state,parameter system of software was built up and maintainability state was defined into three states.Thought of application on maintainability evaluation based on hidden Markov chain( HMC) and fuzzy inference was presented.Three-state maintainability estimation model was constructed. To testify the feasibility of the model, a real example of software maintenance activity was carried out and the result from the example validated that the results of this study were applicable. 展开更多
关键词 software maintainability hidden Markov chain(HMC) model fuzzy inference evaluation model
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Discussion of the application of Markov chain model in environmental geology
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《Global Geology》 1998年第1期96-97,共2页
关键词 Discussion of the application of Markov chain model in environmental geology
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Rheological Behaviour for Polymer Melts and Concentrated Solutions Part Ⅰ:A New Multiple Reptation Model to Predict the Nonlinear Visco-elasticity with Nagai Chain Constraints in Entangled Polymer Melts 被引量:2
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作者 Mingshi SONG and Sizhu WU(Dept. of Polymer Science, Beijing University of Chemical Technology Beijing, 100029, China) 《Journal of Materials Science & Technology》 SCIE EI CAS CSCD 1995年第1期15-30,共16页
An approach of stochastically statistical mechanics and a unified molecular theory of nonlinear viscoelasticity with constraints of Nagai chain entanglement for polymer melts have been proposed. A multimode model stru... An approach of stochastically statistical mechanics and a unified molecular theory of nonlinear viscoelasticity with constraints of Nagai chain entanglement for polymer melts have been proposed. A multimode model structure for a single polymer chain with n tail segments and N reversible entanglement sites on the test polymer chain is developed. Based on the above model structure and the mechanism of molecular flow by the dynamical reorganization of entanglement sites, the probability distribution function of the end-to-end vectr for a single polymer chain at entangled state and the viscoelastic free energy of deformation for polymer melts are calculated by using the method of the stochastically statistical mechanics. The four types of stress-strain relation and the memory function are derived from this thery. The above theoretical relations are verified by the experimentaf data for various polymer melts. These relations are found to be in good agreement with the experimental results 展开更多
关键词 Rheological Behaviour for Polymer Melts and Concentrated Solutions Part A New Multiple Reptation model to Predict the Nonlinear Visco-elasticity with Nagai Chain Constraints in Entangled Polymer Melts
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A Study on an Extensive Hierarchical Model for Demand Forecasting of Automobile Components
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作者 Cisse Sory Ibrahima Jianwu Xue Thierno Gueye 《Journal of Management Science & Engineering Research》 2021年第2期40-48,共9页
Demand forecasting and big data analytics in supply chain management are gaining interest.This is attributed to the wide range of big data analytics in supply chain management,in addition to demand forecasting,and beh... Demand forecasting and big data analytics in supply chain management are gaining interest.This is attributed to the wide range of big data analytics in supply chain management,in addition to demand forecasting,and behavioral analysis.In this article,we studied the application of big data analytics forecasting in supply chain demand forecasting in the automotive parts industry to propose classifications of these applications,identify gaps,and provide ideas for future research.Algorithms will then be classified and then applied in supply chain management such as neural networks,k-nearest neighbors,time series forecasting,clustering,regression analysis,support vector regression and support vector machines.An extensive hierarchical model for short-term auto parts demand assess-ment was employed to avoid the shortcomings of the earlier models and to close the gap that regarded mainly a single time series.The concept of extensive relevance assessment was proposed,and subsequently methods to reflect the relevance of automotive demand factors were discussed.Using a wide range of skills,the factors and co-factors are expressed in the form of a correlation characteristic matrix to ensure the degree of influence of each factor on the demand for automotive components.Then,it is compared with the existing data and predicted the short-term historical data.The result proved the predictive error is less than 6%,which supports the validity of the prediction method.This research offers the basis for the macroeconomic regulation of the government and the production of auto parts manufacturers. 展开更多
关键词 Demand forecasting Supply chain management Automobile components ALGORITHM Continuous time model Demand forecasting Supply chain management Automobile components Algorithm Continuous time model
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上海市疾病预防控制中心就业见习基地运行效果评估:基于结果链模型
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作者 董莉薇 李欣 +2 位作者 施青岑 袁东 陆晔 《中国卫生资源》 CSCD 北大核心 2023年第6期751-760,共10页
目的 对上海市疾病预防控制中心针对高校毕业学年学生开展的就业见习基地运行效果进行评估,并就提升就业见习工作的效果提出政策建议。方法 构建基于结果链模型的评估指标体系,通过客观资料收集,并对2018—2022年的往届见习学员和带教老... 目的 对上海市疾病预防控制中心针对高校毕业学年学生开展的就业见习基地运行效果进行评估,并就提升就业见习工作的效果提出政策建议。方法 构建基于结果链模型的评估指标体系,通过客观资料收集,并对2018—2022年的往届见习学员和带教老师,以及2022年末的在岗见习学员,开展满意度调查,分析和评估上海市疾病预防控制中心就业见习基地运行效果。在此基础上,提出改进就业见习工作的建议与措施。结果 基于结果链模型构建包括5个一级指标、14个二级指标、32个三级指标的评估指标体系,并对2018—2022年上海市疾病预防控制中心就业见习基地的运行效果进行评分,得分84.8分。其中,与上海市疾病预防控制中心就业见习基地相关的未得满分指标有:投入环节,管理体系中的组织架构;产出环节,基地产出中的见习岗位类别;结果环节,见习学员和带教老师的政策认知情况。结论 2018—2022年,上海市疾病预防控制中心就业见习基地运行情况良好,取得了一定的成效,但是仍存在不足。建议通过重视政策宣传,多渠道宣传上海市就业见习政策;完善组织架构,落实事前、事中、事后管理;拓展岗位类别,培养多类型公共卫生人才;延长见习期限,重视实践能力培养等措施加以改进。 展开更多
关键词 结果链模型result chain model 疾病预防控制中心center for disease control and prevention 就业见习employment probation 指标体系index system 效果评估effect evaluation
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EFFECTIVE ELASTIC MODULUS OF BONE-LIKE HIERARCHICAL MATERIALS 被引量:2
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作者 Zuo Shuchun Wei Yueguang 《Acta Mechanica Solida Sinica》 SCIE EI 2007年第3期198-205,共8页
A shear-lag model is used to study the mechanical properties of bone-like hierarchical materials. The relationship between the overall effective modulus and the number of hierarchy level is obtained. The result is com... A shear-lag model is used to study the mechanical properties of bone-like hierarchical materials. The relationship between the overall effective modulus and the number of hierarchy level is obtained. The result is compared with that based on the tension-shear chain model and finite element simulation, respectively. It is shown that all three models can be used to describe the mechanical behavior of the hierarchical material when the number of hierarchy levels is small. By increasing the number of hierarchy level, the shear-lag result is consistent with the finite element result. However the tension-shear chain model leads to an opposite trend. The transition point position depends on the fraction of hard phase, aspect ratio and modulus ratio of hard phase to soft phase. Further discussion is performed on the flaw tolerance size and strength of hierarchical materials based on the shear-lag analysis. 展开更多
关键词 hierarchical materials tension-shear chain model shear-lag model
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Study on Landscape Pattern in the Jinshajiang Xerothermic Valley Using RS and GIS-Taking Yuanmou of Yunnan as an Example 被引量:2
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作者 He Jin-feng, Chen Guo-jie, Yang zhong, Su Chun-jiangInstitute of Mountain Hazards and Environment, Chinese Academy of Sciences,Chengdu 610041,Sichuan,China 《Wuhan University Journal of Natural Sciences》 CAS 2003年第03B期957-964,共8页
Based on the data of Landsat-TM in 1986 and 2000 and with the applied indices of landscape pattern, an analysis is carried out on the landscape pattern with its evolution in Yuanmou County of Yunnan Province inside th... Based on the data of Landsat-TM in 1986 and 2000 and with the applied indices of landscape pattern, an analysis is carried out on the landscape pattern with its evolution in Yuanmou County of Yunnan Province inside the Jinshajiang Xerothermic valley area and a forecast is given on the changing tendency of the landscape pattern in the county with Markov Chain Model. The result shows that the production landscape like irrigated farmland and construction land in town and country as well as ecological building landscape in boondocks were enlarged during 1986-2000. Also the patch shape was regularized and the patch shape index and dimensionality were degraded. The landscape pattern was tattered and the heterogeneity index and Evenness degree were increased but the dominance degree was degraded. The key elements with lower stability cover grassland. water body and bush land. The future transformation of landscape pattern will centralize in construction land's occupation in irrigated farmland, non-irrigated farmland and grassland, the transformation of non-irrigated farmland to irrigated farmland,forest and sparse wodland or orchard,construction land's occupation in grassland and cultivation of it into sloping non-irrigated farmland and forest's degeneracy to bush land, sparse woodland and grassland. The main measures to improve virtuous development of landscape in the xerothermic valley are suggested. 展开更多
关键词 xerothermic valley landscape pattern Markov chain model
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Stretching strongly confined semiflexible polymer chain 被引量:1
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作者 王记增 李润华 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2014年第10期1233-1238,共6页
By the so-called wormlike chain (WLC) model in polymer physics envision- ing an isotropic rod that is continuously flexible, the force-extension relations of semi- flexible polymer chains strongly constrained by var... By the so-called wormlike chain (WLC) model in polymer physics envision- ing an isotropic rod that is continuously flexible, the force-extension relations of semi- flexible polymer chains strongly constrained by various confinements are theoretically investigated, including a slab-like confinement where the polymer chains are sandwiched between two parallel impenetrable walls, and a capped nanochannel confinement with a circular or rectangular cross-section where the chains are bounded in three directions. The Brownian dynamics (BD) simulations based on the generalized bead-rod (GBR) model are performed to verify the theoretical predictions. 展开更多
关键词 semiflexible polymer chain CONFINEMENT wormlike chain (WLC) model Brownian dynamics (BD) simulation
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MULTI-DIMENSIONAL MARKOV CHAIN–BASED ANALYSIS OF CONFLICT PROBABILITY FOR SPECTRUM RESOURCE SHARING
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作者 张轶 喻莉 张利维 《Acta Mathematica Scientia》 SCIE CSCD 2015年第1期207-215,共9页
In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimens... In this paper, we consider the optimal problem of channels sharing with het-erogeneous traffic (real-time service and non-real-time service) to reduce the data conflict probability of users. Moreover, a multi-dimensional Markov chain model is developed to analyze the performance of the proposed scheme. Meanwhile, performance metrics are derived. Numerical results show that the proposed scheme can effectively reduce the forced termination probability, blocking probability and spectrum utilization. 展开更多
关键词 multi-dimensional Markov chain model independent Poisson process negative exponential distribution forced termination probability blocking probability
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THE THEORY OF STATIC DECAY IN COMPUTATIONAL MECHANICS
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作者 武建勋 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 1991年第4期345-354,共10页
In this paper, a new mathematical form, matrix, continued fraction (MCF) is introduced to describe the decay of effects of an equilibrant system of forces acting on a sphere of an elastic body. By this way, the famous... In this paper, a new mathematical form, matrix, continued fraction (MCF) is introduced to describe the decay of effects of an equilibrant system of forces acting on a sphere of an elastic body. By this way, the famous Saint-Venant's principle is proved often but not always valid in computational mechanics. 展开更多
关键词 matrix continued fraction static decay Saint-Venant's principle matrix structural analysis SUBSTRUCTURE superelement chain model
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Cost and Efficiency Analysis of Steganography in the IEEE 802.11ah IoT Protocol
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作者 Akram A.Almohammedi Vladimir Shepelev +2 位作者 Sam Darshi Mohammed Balfaqih Fayad Ghawbar 《Computers, Materials & Continua》 SCIE EI 2022年第8期3929-3943,共15页
The widespread use of the Internet of Things(IoT)applications has enormously increased the danger level of data leakage and theft in IoT as data transmission occurs through a public channel.As a result,the security of... The widespread use of the Internet of Things(IoT)applications has enormously increased the danger level of data leakage and theft in IoT as data transmission occurs through a public channel.As a result,the security of the IoT has become a serious challenge in the field of information security.Steganography on the network is a critical tool for preventing the leakage of private information and enabling secure and encrypted communication.The primary purpose of steganography is to conceal sensitive information in any form of media such as audio,video,text,or photos,and securely transfer it through wireless networks.In this paper,we analyse the performance characteristics of one of the steganography techniques called Hidden Communication System for Corrupted Networks(HCCNETs)for hiding sensitive data.This performance analysis includes the efficiency and the cost of the system in Wireless Local Area Networks(WLANs),specifically in the IEEE 802.11ah IoT protocol.The analysis is mainly based on a two-dimensional Markov chain model in the presence of an error channel.Additionally,the model considers packet arrival rate,back-off timer freezing,back-off stages,and short retry limit to ensure compliance with IEEE 802.11ah requirements.It stresses the importance of taking these elements into consideration while modeling the efficiency and cost of the steganographic channel system.These parameters often result in a high precise channel access estimation,a more accurate and efficient accuracy measurements system,efficient channel utilisation,avoidance of throughput saturation overestimation,and ensuring that no packet is served endlessly.Evaluated results demonstrate that HCCNETs is an effective approach at low cost. 展开更多
关键词 IOT HCCNETs STEGANOGRAPHY markov chain model
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马尔可夫交换Lévy过程模型下的期权定价及其对冲(英文)
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作者 宋瑞丽 王波 《Chinese Quarterly Journal of Mathematics》 2017年第1期66-78,共13页
In this paper, we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to opt... In this paper, we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging. In this model, the market interest rate, the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process. We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure. The option price using this model is obtained by the Fourier transform method. We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging. 展开更多
关键词 Markov chain model MEMM Lévy process option pricing HEDGING
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